The Depression you may not know. Book covers the credit bubble and Hoover administration, which was very interventionist, unlike the common wisdom that says Hoover did nothing. FDR expanded many of Hoover's policies (though the book ends with Hoover's loss) and the rest is history. Many parallels to today's situation. Also a decent intro to Austrian economic views on credit bubbles and central banks.

The Financial/Economic Dichotomy in Social Behavioral Dynamics by Robert Prechter

Why does econ 101 supply and demand fail in financial markets? Why do people chase prices higher and refuse to buy when prices are low?

If you're interested in the intersection between financial markets, psychology, history and politics, this is a great book. Makes the case that markets and society are driven by social mood, not events. Events are made by social mood, not the other way around.

This book can even depress the bears. What happens when a civilization reaches peak marginal utility, and requires greater and greater energy to achieve smaller and smaller gains? Tainter looks at famous collapses from history (such as ancient Rome) and compares it to modern society.